-38.7%
DG vs HALO
+157.2%
-195.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -6.3% | -3.4% | -2.9% | -6.0% |
| 30D | +2.4% | +4.3% | -1.8% | +2.0% |
| 3M | +12.4% | +51.8% | -39.4% | +7.7% |
| 6M | -14.9% | +57.8% | -72.7% | -19.0% |
| YTD | -6.1% | +59.0% | -65.0% | -10.7% |
| 1Y | +17.9% | +41.2% | -23.3% | +13.2% |
| 3Y | +3.1% | +177.8% | -174.7% | -11.6% |
| 5Y | -38.7% | +159.5% | -198.1% | -47.3% |
| All | -38.7% | +157.2% | -195.9% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling